On large deviations for SDEs with small diffusion and averaging

Stochastic Processes and their Applications

Volumn 89, Issue 1, 2000, Pages 69-79

  Veretennikov, A Yu ^a  

^a INSTITUTE FOR INFORMATION TRANSMISSION PROBLEMS   (Russian Federation)

Author keywords

60F10; 60J60; Averaging; Large deviations; SDE; Small perturbation

Indexed keywords

EID: 0041914537     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00013-2     Document Type: Article

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